A density matrix approach is developped for the control of a mixed-state quantum system using a time-dependent external field such as a train of pulses. This leads to the definition of a target density matrix constructed in a reduced Hilbert space as a specific combination of the eigenvectors of a given observable through weighting factors related with the initial statistics of the system. A train of pulses is considered as a possible strategy to reach this target. An illustration is given by considering the laser control of molecular alignment / orientation in thermal equilibrium.